Over at Michael Berube's web site, there's a discussion going on about best first lines. I myself am a huge fan of the Lolita and the Anna Karenina and the One Hundred Years of Solitude, but I have to cast my vote for a couple of different ones. The funny thing is that these aren't necessarily my favorite books--the lines themselves are, at least to me, more memorable than the stories themselves.
1. The Bell Jar. "It was a queer, sultry summer, the summer they electrocuted the Rosenbergs, and I didn't know what I was doing in New York."
2. "The Tell-Tale Heart": "True!--nervous--very, very dreadfully nervous I had been and am! But why will you say that I am mad?"